+4.2%
WBD vs EW
-29.9%
+34.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.7% | -5.1% | +3.4% | 0.0% |
| 30D | +3.9% | -6.4% | +10.2% | +6.1% |
| 3M | +5.1% | -1.6% | +6.6% | +5.3% |
| 6M | +0.6% | +2.3% | -1.7% | -0.8% |
| YTD | -3.2% | +1.1% | -4.2% | -4.3% |
| 1Y | +127.7% | +8.0% | +119.7% | +118.7% |
| 3Y | +146.6% | +16.3% | +130.2% | +117.0% |
| 5Y | +4.2% | -29.4% | +33.6% | +3.8% |
| All | +4.2% | -29.9% | +34.0% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling